Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[47]) |
35 | 0.8214 | - | - | - | - | - | - | - |
36 | 0.8827 | - | - | - | - | - | - | - |
37 | 0.9216 | - | - | - | - | - | - | - |
38 | 0.8865 | - | - | - | - | - | - | - |
39 | 0.8816 | - | - | - | - | - | - | - |
40 | 0.8884 | - | - | - | - | - | - | - |
41 | 0.9466 | - | - | - | - | - | - | - |
42 | 0.918 | - | - | - | - | - | - | - |
43 | 0.9337 | - | - | - | - | - | - | - |
44 | 0.9559 | - | - | - | - | - | - | - |
45 | 0.9626 | - | - | - | - | - | - | - |
46 | 0.9434 | - | - | - | - | - | - | - |
47 | 0.8639 | - | - | - | - | - | - | - |
48 | 0.7996 | 0.8834 | 0.8352 | 0.9317 | 3e-04 | 0.7861 | 0.5116 | 0.7861 |
49 | 0.668 | 0.8876 | 0.8267 | 0.9484 | 0 | 0.9977 | 0.1365 | 0.7773 |
50 | 0.6572 | 0.8885 | 0.8184 | 0.9585 | 0 | 1 | 0.522 | 0.7542 |
51 | 0.6928 | 0.8887 | 0.8107 | 0.9666 | 0 | 1 | 0.5705 | 0.7333 |
52 | 0.6438 | 0.8887 | 0.8037 | 0.9737 | 0 | 1 | 0.5028 | 0.7162 |
53 | 0.6454 | 0.8887 | 0.7971 | 0.9803 | 0 | 1 | 0.1077 | 0.7023 |
54 | 0.6873 | 0.8887 | 0.791 | 0.9864 | 0 | 1 | 0.2784 | 0.6907 |
55 | 0.7265 | 0.8887 | 0.7853 | 0.9922 | 0.0011 | 0.9999 | 0.197 | 0.6808 |
56 | 0.7912 | 0.8887 | 0.7798 | 0.9976 | 0.0396 | 0.9982 | 0.1133 | 0.6724 |
57 | 0.8114 | 0.8887 | 0.7746 | 1.0028 | 0.0921 | 0.953 | 0.1022 | 0.665 |
58 | 0.8281 | 0.8887 | 0.7696 | 1.0078 | 0.1592 | 0.8984 | 0.184 | 0.6585 |
59 | 0.8393 | 0.8887 | 0.7649 | 1.0125 | 0.2171 | 0.8313 | 0.6527 | 0.6527 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.0279 | -0.0949 | 0.0079 | 0.007 | 6e-04 | 0.0242 |
49 | 0.035 | -0.2474 | 0.0206 | 0.0482 | 0.004 | 0.0634 |
50 | 0.0402 | -0.2603 | 0.0217 | 0.0535 | 0.0045 | 0.0668 |
51 | 0.0447 | -0.2204 | 0.0184 | 0.0384 | 0.0032 | 0.0565 |
52 | 0.0488 | -0.2756 | 0.023 | 0.06 | 0.005 | 0.0707 |
53 | 0.0526 | -0.2738 | 0.0228 | 0.0592 | 0.0049 | 0.0702 |
54 | 0.0561 | -0.2266 | 0.0189 | 0.0406 | 0.0034 | 0.0581 |
55 | 0.0594 | -0.1825 | 0.0152 | 0.0263 | 0.0022 | 0.0468 |
56 | 0.0625 | -0.1097 | 0.0091 | 0.0095 | 8e-04 | 0.0281 |
57 | 0.0655 | -0.087 | 0.0072 | 0.006 | 5e-04 | 0.0223 |
58 | 0.0684 | -0.0682 | 0.0057 | 0.0037 | 3e-04 | 0.0175 |
59 | 0.0711 | -0.0556 | 0.0046 | 0.0024 | 2e-04 | 0.0143 |